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411548a33eacb0b19f0baf38371425789ad51485
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248 Commits

Author SHA1 Message Date
Kim Persson
411548a33e feat: PancakeSwap 2 integration [TKR-83] (#211) 
* feat: PancakeSwap 2 integration

* chore: add PancakeSwap V2 changelog entry

Co-authored-by: Romain Butteaud <romain@0xproject.com>
 2021-04-26 15:51:04 -07:00
Daniel Pyrathon
a019bb913d only set Last Look parameter if it's explicitly set (#200) 
* only set Last Look parameter if it's explicitly set

* remove expoectation of having isLastLook
 2021-04-14 16:38:55 -07:00
Jacob Evans
629c7d8e92 Fix asset-swapper test (#199) 2021-04-13 21:01:26 +10:00
Romain Butteaud
c1f8df0eca chore: Component.finance, Smoothy.finance, Saddle.finance, Curve open pools, Gas schedule [TKR-1] (#182) 
* chore: Component.finance, Smoothy.finance (mainnet + BSC), Saddle.finance, Curve open pools, adjusting gas schedule, fixing Shell buys

* chore: adding a Sampler for Smoothy.finance to only use whats in the contracts reserve

* fix: Smoothy sampler, only use approx. for buys, removing y and BUSD curve pools

* add CHANGELOGs

* fix: prettier

* add: FRAX Curve open pool

* fix: prettier

* chore: adjusting gas schedule for BSC Smoothy
 2021-04-08 18:07:12 -07:00
mzhu25
6045f777ab Add Kyber DMM as a liquidity source (#194) 
* Add Kyber DMM as a liquidity source

* update changelog
 2021-04-07 10:08:19 -07:00
Kim Persson
3adfcdffa8 Maker PSM integration [TKR-2] (#150) 
* ADDS basic boilerplate for PSM bridge WIP

* ADDS integrate the MakerPSM mixin and fix incorrect naming

* fix: take into account PSM fee when buying USDC from PSM

* feat: intial stab at a PSM sampler WIP

* feat: integrate MakerPsm into AS WIP

* refactor: get VAT contract address from PSM instead of passing it in

* fix: hardcode PSM Gemtoken to USDC

* fix: remove passing in authGem, get from PSM contract instead

* fix: use constant modified to avoid using storage variables

* fix: incorrect num decimals after multiplication in sampler

* fix: PSM buy sampling

* fix: use fillData to estimate gas schedule

* Rebased on latest development

* Guard and use latest Curve LiquidityProvider

* `@0x/contract-addresses`: Redeploy FQT on mainnet and ropsten

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
 2021-04-01 15:45:06 -04:00
Lawrence Forman
164a5d44d9 bsc<->development rebase (#189) 
* FQT: Pack Protocol/source name into source ID (#162)

* `@0x/contracts-zero-ex`: Encode protocol ID and source name in bridge source ID
`@0x/asset-swapper`: Use new bridge source ID encoding.

* fix linter issues

* contracts cleanup (#164)

* `@0x/contracts-zero-ex`: Add PancakeSwapFeature

* `@0x/contracts-zero-ex`: Remove tokenspender/allowance target/greedy tokens stuff.'
`@0x/contract-addresses`: Add BSC addresses. Remove exchangeProxyAllowanceTarget.
`@0x/migrations`: Remove exchangeProxyAllowanceTarget.

* Update contracts/zero-ex/contracts/src/features/IPancakeSwapFeature.sol

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* `@0x/contracts-zero-ex`: Add sushiswap support to PancakeSwap

* `@0x/contract-artifacts`: Regenerate artifacts
`@0x/contract-wrappers`: Regenerate wrappers

* `@0x/contract-addresses`: Add BSC addresses

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* feat: Better chain support (#163)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* Rework the bridge source encoder

* Use the constants NATIVE_FEE_TOKEN in EP consumer

* `@0x/contract-addresses`: Fix WBNB address (#170)

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* multichain enable cakez vip (#171)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* `asset-swapper`: enable pancake VIP route generation

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values (#172)

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values

* `@0x/contracts-zero-ex`: I am a bad protocologist

Co-authored-by: Lawrence Forman <me@merklejerk.com>

* feat: BSC Nerve + Dodo + Nerve + Ellipsis (#181)

* feat: BSC Nerve + DODO v1

* CHANGELOGs

* Remove extra balance fetch

* Add Belt

* Added Ellipsis

* Update FQT address

* `@0x/contracts-zero-ex`: Delete TokenSpenderFeature and get stuff compiling

* `@0x/asset-swapper`: fix compilation

* prettier

* `@0x/asset-swapper`: Truncate LiquidityProvider source ID name

* Update packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

Co-authored-by: Jacob Evans <jacob@dekz.net>

* Update packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

Co-authored-by: Jacob Evans <jacob@dekz.net>

* `@0x/contracts-zero-ex`: Fix BakerySwap on PackageSwapFeature (#190)

* address review comments

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2021-03-31 18:49:44 -04:00
phil-ociraptor
70ddab0231 [MKR-3] Prepare Asset Swapper for RFQM (#187) 
* Prepare QuoteRequestor for RFQM

* Add unit tests for Quote Requestor changes

* Fix lint errors
 2021-03-31 12:11:10 -05:00
Daniel Pyrathon
525bc8197b Revive quote report (#184) 
* Revives Quote Report

* prettier

* Remove unused parameters

* updated a few issues with tests

* Remove old code

* Fixed other unit tests
 2021-03-30 09:57:03 -07:00
Alex Kroeger
24397c51a8 improve logging for alt rfq request (#158) 
* improve logging for alt rfq request

* clean up unsuccessful status code logic

* Fix quote requestor tests

* get rid of unnecessary promise handling

* remove unused code

* update changelog

* changed warning message for no quote

* appease prettier
 2021-03-24 13:45:54 -07:00
phil-ociraptor
06b3464756 Rename {Rfqt=>Rfq} for types in Asset Swapper (#179) 
* Rename {Rfqt=>Rfq} for types in Asset Swapper

* PR edit 1 - fix build errors

* PR edit 2 - rename mocked types used in tests

* PR edit 3 - fix broken test build

* PR edit 4 - rename SwapQuoterRfqOpts and add changelog entry
 2021-03-23 17:21:50 -05:00
phil-ociraptor
bbaa90bd9a Add a cancel token to manually enforce a timeout in Quote Requestor (#176) 
* Add a cancel token to manually enforce a timeout in Quote Requestor

* Start setTimeout before making requests, add an extra buffer

* Run prettier

* Add comment to changelog
 2021-03-22 17:08:51 -05:00
Alex Kroeger
95345f18bc use the RfqOrder source flag for comparison price EP overhead (#177) 
* use the RfqOrder source flag for comparison price EP overhead

* updated changelog

* changelog -> 6.4
 2021-03-17 16:37:56 -07:00
Oskar Paolini
f3ca4293bc feat: add proxy configuration to axios instance in RFQT asset-swapper (#159) 
* add proxy configuration to axios instance

* add support for additional axios instance opts

* move quoteRequestorHttpClient parameter

* fix tests, build errors

* prettier

* bump axios

* bumped mock-axios-adapter version

* downgrade axios again

* re-upgrade axios 🤦

* updated yarn.lock

* updated changelog

Co-authored-by: Alex Kroeger <alexrkroeger@gmail.com>
 2021-03-03 11:38:54 -08:00
Romain Butteaud
f98609686d feat: opt-in positive slippage fee for integrators (#101) 
* feat: Positive Slippage Fee

* fix: rename ethToTakerAssetRate to takerAssetPriceForOneEth

* fix: rename takerAssetPriceForOneEth to takerAssetsPerEth

* fix: export AffiliateFeeType

* rebased off development

* Add a gasOverhead for non-deterministic operations

* CHANGELOGs

* rename outputTokens to outputAmount

* Confirm transformer addresses on Mainnet and Ropsten

* fix import

Co-authored-by: Jacob Evans <jacob@dekz.net>
 2021-02-24 12:51:58 +10:00
Jacob Evans
49cb00a9ab feat: DODO V2, Linkswap (#152) 
* feat: DODO V2

* Fix typo

* feat: Linkswap (#153)

* fix: intermediate hops WBTC (#154)

* feat: Linkswap

* fix: Re-add WBTC in default hop tokens

* Update review changes

* FQT deploy + no gas limit ETH refund (#155)

* `@0x/contracts-zero-ex`: refund ETH with no gas limit in FQT
`@0x/contract-addresses`: Deploy FQT

* Update packages/contract-addresses/CHANGELOG.json

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
 2021-02-24 12:19:26 +10:00
Alex Kroeger
74b240fb88 add exchange proxy overhead penalty to comparison price (#156) 
* add exchange proxy overhead penalty to comparison price

* prettier
 2021-02-23 17:32:15 -08:00
Alex Kroeger
514f9d2621 feat/alt RFQ MM implementation (#139) 
* baseline adapter code [WIP]

* fixed adapter logic, quote_requester instantiation

* modified quote-requestor test to include alt implementation

* type changes, fixes to quote requestor test

* small fixes

* working tests, made alt utils more readable

* lint errors

* added alt indicative quote tests, minor fixes

* export alt MM market offering types

* altered alt market offering to have id instead of symbols

* addressed minor comments

* updated changelog

* got rid of unnecessary, large if-block, fixed the buy-sell assignment to be from the MM's perspective

* extra logging for debugging

* fixed existingOrder size

* get rid of only flag on test, get rid of extra logging

* prettier
 2021-02-22 16:07:30 -08:00
Jacob Evans
fa78d1092a feat: asset-swapper Fake Taker contract (#151) 2021-02-22 08:32:53 +10:00
Jacob Evans
076f263a86 feat: Validate v4 limit orders (#148) 
re-renable tests
 2021-02-19 16:42:10 +10:00
Jacob Evans
c6919eb25a feat: Mirror Protocol tokens (#142) 
* feat: Mirror Protocol tokens

* added .tap to builder
 2021-02-17 10:14:38 +10:00
Jacob Evans
3f4bb933d1 feat: v4 final (#136) 
* v4 FillQuoteTransformer (#104)

* Update FQT to support v4 orders

* `@0x/contracts-zero-ex`: Tweak FQT
`@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event.

* `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()`

* `@0x/protocol-utils`: Update transformer utils for V4 FQT

* `@0x/contracts-zero-ex`: Fixing FQT tests...

* `@0x/contracts-zero-ex`: rename FQT bridge event

* `@0x/contracts-zero-ex`: Un-`only` tests

* `@0x/migrations`: Update `BridgeAdapter` deployment

* `@0x/contracts-integrations`: Delete `mtx_tests`

* `@0x/protocol-utils`: Address review comments

* `@0x/contracts-zero-ex`: Address review comments

* `@0x/migrations`: Update migrations

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* v4: Asset-swapper (main branch) (#113)

* refactor quote_requestor

* WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook

* Start replacing SignedOrder everywhere

* wip: new order type

* wip

* remove order-utils from most places

* hack: Play around with VerboseX types (#119)

* hack: Play around with VerboseX types

* More hacks

* Fix up the bridgeData encodings

* Rework Orderbook return type

* feat: Don't charge a protocol fee for RFQ orders WIP (#121)

* fix simple build errors

* simplify types a little

* remove SwapQuoteCalculator: unnecessary abstraction

* Fix all ./src build errors; make types consistent

* export more types for use in 0x API; modify Orderbook interface

* stop overriding APIOrder

* feat: RFQ v4 + consolidated bridge encoders (#125)

* feat: check if taker address is contract

* Rework bridge data

* Worst case adjustments

* RFQT v4

* Future/v4 validate orders (#126)

* RFQT v4

* v4 validate native orders

* use default invalid signature

* refactor rfqt validations in swap quoter

* fix types

* fix RFQT unlisted api key

* remove priceAwareRFQFlag

* adjust maker/taker amounts

* update JSON schemas

* filter zero fillable orders

Co-authored-by: xianny <xianny@gmail.com>

* fix type export

Co-authored-by: xianny <xianny@gmail.com>

* remove order-utils as much as possible

* work on tests compile

* Comment out quote reporter test

* updated tests

* restore order-utils accidental changes

* some lints

* Remove old fill_test

* ts lint disable for now

* update quote report

* Re-enable quote report tests

* make fill data required field

* fix lint

* type guards

* force fillData as required

* fix lint

* fix naming

* exports

* adjust MultiBridge by slippage

* cleanups (checkpoint 1)

* cleanup types (checkpoint #2)

* remove unused deps

* `@0x/contract-addresses`: Deploy new FQT (#129)

Co-authored-by: Lawrence Forman <me@merklejerk.com>

* commit bump to republish

* DRY up the rfqt mocker

* fix: Balancer load top pools (#131)

* fix: Balancer load top 250 pools

* refetch top pools on an interval

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* Update post rebase

* prettier

* Remove test helpers exported in asset-swapper

* Clean up from review comments

* prettier

* lint

* recreate rfqt mocker

* change merge and INVALID_SIGNATURE

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
 2021-02-10 19:20:15 +10:00
Daniel Pyrathon
a7a905de4c fix: Upgrade quote server and Asset Swapper types (and specify protocol ve… (#108) 
* Upgrade quote server and Asset Swapper types (and specify protocol version in API requests)

* add package and lockfile

* fix tests
 2021-01-13 17:07:45 -08:00
Jacob Evans
3dab892978 feat: Kyber reserve discovery using getTradingReserves (#111) 
* feat: Kyber reserve discovery using getTradingReserves

* refactor sampler operations with

* Added Mooniswap v2.1
 2021-01-13 13:28:15 +10:00
Jacob Evans
602605ab4b Disable Bancor Service for non-mainnet (#89) 
* Disable Bancor Service for non-mainnet

* Fix import

* Fix mocked tests
 2020-12-16 21:58:39 +10:00
Jacob Evans
d7bea98075 fix: [asset-swapper] Rework Bancor to only use paths and sample best path (#88) 
* Rework Bancor to only use paths and sample best path

* Deployed address

* Clean up and pin bancor sdk

* CHANGELOGs
 2020-12-16 17:34:47 +10:00
Kim Persson
4f41214af2 feat: add takerAssetToEthRate and makerAssetToEthRate to quote response (#49) 
* ADDS expose ethToTakerAssetRate and ethToTakerAssetRate

* REFACTORS rename to more correct takerAssetToEth/makerAssetToEth naming

* ADDS asset-swapper change log entry
 2020-12-07 20:40:56 +01:00
Alex Kroeger
0a37a588e8 Added BalanceChecker contract (#60) 
* Added BalanceChecker contract

* Upgraded to solidity 0.6, simplified contract, added tests

* uint -> uint256

* export BalanceChecker contract wrapper

* prettier

* removed superfluous test code

* prettier
 2020-12-03 14:31:45 -08:00
mzhu25
cc9f43ba3b Reenable PLP VIP and add gasCost field to LiquidityProviderRegistry (#65) 2020-12-02 17:26:48 -08:00
Xianny
db81a94adb Return unoptimized quote in SwapQuote (#62) 
* return unoptimized alternatives in SwapQuote

* refactor: dedupe
 2020-12-01 12:40:48 -08:00
Jacob Evans
27e36b112e feat: [asset-swapper] support selling entire balance (#37) 2020-12-01 12:54:06 +10:00
Jacob Evans
f698721484 feat: [asset-swapper] Add Crypto.com as a source (#43) 
* feat: [asset-swapper] Add Crypto.com as a source

* Exclude in tests

* Disable hop sources to avoid excess inaccuracy

* Added CryptoCom Bridge and FQT rollup

* update test

* Deploy CryptoCom bridge

* Update package.json

* CHANGELOGs
 2020-12-01 12:52:48 +10:00
Jacob Evans
048d8dee60 fix: [asset-swapper] disable off-chain sampling for Balancer and CREAM (#41) 
* fix: [asset-swapper] disable off-chain sampling for Balancer and CREAM

* Modify  Balancer off-chain test to expect only pools

* CHANGELOG
 2020-11-19 15:00:09 +10:00
Alex Kroeger
927fe2b58b Improved ComparisonPrice function (#32) 
* separated comparison price function into a new file, accounted for backup orders

* removed scratch code

* Adjusted documentation, object naming

* Refactored comparisonPrice function to use adjusted rate from optimizer, used native order fee schedule to adjust for order fees

* Small fixes to function, added unit tests

* Adjusted fee calculation for comparisonPrice function

* use available OptimalPathRate object

* fix lint error in test, separate out fee calculation

* Fixed market operation utils test, added additional checks for fee schedule

* removed unused dep, prettier
 2020-11-18 17:12:35 -08:00
Jacob Evans
4f82543bdf feat: asset-swapper tweak the gas schedule + return decimals (#34) 
* feat: asset-swapper Return decimals from sampler in quote

* feat: asset-swapper tweak the gas schedule

* fix lint

* CHANGELOG
 2020-11-17 11:36:53 +10:00
mzhu25
8c87a77faa Remove PLP VIP path from EP swap quote consumer (#36) 2020-11-13 17:49:30 -08:00
mzhu25
7403c0255a Feature/liquidity provider sandbox (#16) 
* Update liquidity provider feature to use sandbox

* add support for liquidity provider feature in the exchange proxy swap quote consumer

* Move to off-chain liquidity provider registry

* Update ILiquidityProvider interface

* Remove some unused artifacts and wrappers

* Consolidate ILiquidityProvider

* prettier

* lint

* Address PR feedback

* Add failover to sandbox

* Add test for failover behavior in LiquidityProviderSandbox

* Update changelogs

* Emit events for the new LiquidityProvider scenarios

* Fix swap quote consumer bug

* post-rebase fixes

* `@0x/contracts-zero-ex`: bump feature versions

* Add default field to TokenAdjacencyGraph

* update addresses

Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2020-11-13 12:22:21 -08:00
Daniel Pyrathon
36bd8f68c9 adds amendments to the rollout feature flag. Rollout indicative quote… (#30) 
* adds amendments to the rollout feature flag. Rollout indicative quotes indipendently from firm quotes.

* Updates based on Brandon's feedback
 2020-11-05 12:46:06 -08:00
Jacob Evans
e10a81023a feat: [asset-swapper] more hops via token adjacency (#24) 
* feat: [asset-swapper] more hops via token adjacency

* fix lint

* CHANGELOG
 2020-11-03 07:48:37 +10:00
Daniel Pyrathon
e2e14a977a fix: [WIP] Adds RFQ price-aware comparison price to Quote Report (#18) 
* Adds RFQ price-aware comparison price to Quote Report

* added linting fix

* added small lints

* better syntax
 2020-10-29 08:48:01 -07:00
Jacob Evans
717db99b38 fix: Support Multiple Shells (#17) 
* fix: Support Multiple Shells

* CHANGEGLOG
 2020-10-29 17:09:23 +10:00
Daniel Pyrathon
689a8881c2 fix: Changed price-aware RFQ flag to be a argument parameter (#13) 
* Changed price-aware RFQ flag to be a argument parameter

* prettified tests

* lint
 2020-10-27 12:56:26 -07:00
Jacob Evans
99f5be8378 chore: [asset swapper] sampler Solidity 0.6 + Bridge addresses in AS (#4) 
* Refactor excess interfaces

* Compiles on 0.6

* Refactored into try/catch

* Rebase and Refactored to v06

* Handle invalid registry in LP

* Update packages/asset-swapper/contracts/src/LiquidityProviderSampler.sol

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* chore: [asset-swapper] Move Bridge Addresses and Gas schedule

* curve->pool

* lint

* Refactor to fix module load order

* Move FEE Schedule

* rollup: Swerve/Sushi/SnowSwap/DODO (#7)

* rollup: Swerve/Sushi

* DODO Rollup + Snowswap Swerve

* hardcode addresses temporarily

* rebase

* rename to SUSHISWAP_ROUTER

* CHANGELOGs

* CHANGELOGs

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
 2020-10-27 15:16:09 +10:00
Daniel Pyrathon
0571244e9e Merge pull request #2720 from 0xProject/refactor_rfq_comparison_price_integration 
feat: Refactor rfq comparison price integration
 2020-10-20 16:17:04 -07:00
F. Eugene Aumson
a9d0cec6d1 Ran prettier 2020-10-20 14:17:48 -04:00
F. Eugene Aumson
b5e3f0b90c Disable tests per IS_PRICE_AWARE_RFQ_ENABLED flag 2020-10-20 13:48:46 -04:00
Romain Butteaud
3182c12b4d feat: use pool attribute instead of curve for all Curve like pools 2020-10-19 13:24:44 -07:00
Romain Butteaud
891aa8e8bf feat: SnowSwap 2020-10-19 13:24:44 -07:00
Daniel Pyrathon
0ae1c926d3 Merge branch 'development' of github.com:0xProject/0x-monorepo into refactor_rfq_comparison_price_integration 
# Conflicts:
#	packages/asset-swapper/src/utils/market_operation_utils/index.ts
 2020-10-16 15:16:59 -07:00
Alex Kroeger
7161bbe836 prettier 2020-10-14 11:38:05 -07:00